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Theory of matching pursuit
Zakria Hussain · John Shawe-Taylor

Mon Dec 08:45 PM -- 12:00 AM PST @ None #None

We analyse matching pursuit for kernel principal components analysis by proving that the sparse subspace it produces is a sample compression scheme. We show that this bound is tighter than the KPCA bound of Shawe-Taylor et al swck-05 and highly predictive of the size of the subspace needed to capture most of the variance in the data. We analyse a second matching pursuit algorithm called kernel matching pursuit (KMP) which does not correspond to a sample compression scheme. However, we give a novel bound that views the choice of subspace of the KMP algorithm as a compression scheme and hence provide a VC bound to upper bound its future loss. Finally we describe how the same bound can be applied to other matching pursuit related algorithms.

Author Information

Zakria Hussain (University College London)
John Shawe-Taylor (UCL)

John Shawe-Taylor has contributed to fields ranging from graph theory through cryptography to statistical learning theory and its applications. However, his main contributions have been in the development of the analysis and subsequent algorithmic definition of principled machine learning algorithms founded in statistical learning theory. This work has helped to drive a fundamental rebirth in the field of machine learning with the introduction of kernel methods and support vector machines, driving the mapping of these approaches onto novel domains including work in computer vision, document classification, and applications in biology and medicine focussed on brain scan, immunity and proteome analysis. He has published over 300 papers and two books that have together attracted over 60000 citations. He has also been instrumental in assembling a series of influential European Networks of Excellence. The scientific coordination of these projects has influenced a generation of researchers and promoted the widespread uptake of machine learning in both science and industry that we are currently witnessing.

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